It's lousy, to be honest. To label us as a
market would be presumptuous, and thank means we don't get much stuff, or get it too late. So it's Amazon or e-Bay or a specialized webshop most of the time... since we really lack a good gaming shop. There's literally no chance of a RPG convention happening, though there's some activity in the LARP community (life-sustaining efforts, unfortunately.)
So I'd say RPG population here is really a small minority, but heartily devoted to hosting and playing good games. If one finds a way in, (s)he in for some good time.

Despite all of this, people tend to stick together and there are games to be found, gamers in my midst (late twenties - early thirties) preferring White Wolf and GURPS systems to D&D. There's a surprising number of GM's who've invented their own systems.
I can only imagine how all of this differs from your experience... or, does it? I'd like to hear from you. =)